Class ForwardOptionArguments

Hierarchy

Arguments
- ForwardOptionArguments

Index

Constructors

constructor

Properties

Accessors

isDisposed

Methods

Constructors

constructor

new ForwardOptionArguments(): ForwardOptionArguments

- Defined in ql/instruments/forwardvanillaoption.ts:13
Returns ForwardOptionArguments

Properties

_isDisposed

_isDisposed: boolean = false

exercise

exercise: Exercise

moneyness

moneyness: Real

payoff

payoff: Payoff

resetDate

resetDate: Date

Accessors

isDisposed

get isDisposed(): boolean

Inherited from Arguments.isDisposed
- Defined in ql/pricingengine.ts:33
Returns boolean

Methods

dispose

dispose(): void

Inherited from Arguments.dispose
- Defined in ql/pricingengine.ts:37
Returns void

validate

validate(): void

Overrides Arguments.validate
- Defined in ql/instruments/forwardvanillaoption.ts:20
Returns void